我国钢铁行业的银行信贷风险度量研究

发布时间：2018-04-08 16:08

本文选题：钢铁行业　切入点：产能过剩　出处：《广东财经大学》2013年硕士论文

【摘要】：近年来，钢铁行业的发展遭遇重创，产能过剩问题突出。2013年上半年，钢铁行业表现仍然不尽人意，平均销售利润率仅有0.13％，在工业中垫底。钢铁行业效益不好，，直接加大了潜在的银行信贷风险，引起了银行业乃至整个社会的关注。钢铁行业的发展受国家产业政策和经济波动的影响比较大，同时整个行业又面临进口铁矿石成本上涨的压力，利润被相应挤压。下游对钢铁产品的需求萎靡以及钢企持续不断的供应，导致了严重的结构性产能过剩。另外钢企的还款意愿和还款能力对银行信贷风险大小也起着至关重要的作用。而且银行自身也存在很多影响钢铁行业信贷风险的因素，例如信贷风险管理方法落后、银行工作人员操作不当等。目前国内外学者对钢铁行业的银行信贷风险的研究，主要局限于理论分析，运用风险度量模型进行定量分析的比较少。本文综合选取因子分析法与Logistic模型，对钢铁行业的银行信贷风险进行实证分析，可以得出上市钢铁企业的违约概率。最后本文分别对商业银行和钢铁行业提出了建议措施，例如商业银行进行钢铁行业信贷风险的评估时，可以相结合地运用Logisitc模型定量分析与定性分析，这样可以大大提高信贷风险评估的准确性。
[Abstract]:In recent years, the steel industry has been hit hard, with overcapacity. In the first half of 2013, the industry still underperformed, with an average sales margin of 0.13, the lowest in the industry.The benefit of the steel industry is not good, which directly increases the potential bank credit risk and attracts the attention of the banking industry and the whole society.The development of iron and steel industry is greatly affected by national industrial policies and economic fluctuations. At the same time, the whole industry faces the pressure of rising cost of imported iron ore, and profits are squeezed accordingly.Weak downstream demand for steel products and continued supply from steel companies have led to severe structural overcapacity.In addition, the repayment willingness and repayment ability of steel enterprises also play a vital role in the size of bank credit risk.Moreover, there are many factors that affect the credit risk of steel industry, such as the backward management method of credit risk, improper operation of bank staff and so on.At present, the domestic and foreign scholars' research on the bank credit risk in the steel industry is mainly limited to the theoretical analysis, and the quantitative analysis by using the risk measurement model is less.In this paper, factor analysis and Logistic model are selected to analyze the credit risk of steel industry, and the probability of default of listed iron and steel enterprises can be obtained.Finally, this paper puts forward some suggestions to the commercial banks and the steel industry. For example, when the commercial banks evaluate the credit risk of the steel industry, the quantitative analysis and qualitative analysis can be combined with the Logisitc model.This can greatly improve the accuracy of credit risk assessment.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F426.31;F832.4

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